Optimal commutable annuities to minimize the probability of lifetime ruin
From MaRDI portal
Publication:2427826
DOI10.1016/j.insmatheco.2011.10.012zbMath1243.91066arXiv1001.4270MaRDI QIDQ2427826
Publication date: 18 April 2012
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1001.4270
93E20: Optimal stochastic control
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Cites Work
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- Minimizing the probability of lifetime ruin under borrowing constraints
- Annuitization and asset allocation
- ASSET ALLOCATION AND ANNUITY-PURCHASE STRATEGIES TO MINIMIZE THE PROBABILITY OF FINANCIAL RUIN
- Minimizing the Probability of Lifetime Ruin under Random Consumption
- Minimizing the Probability of Ruin When Consumption is Ratcheted
- Minimizing the Probability of Lifetime Ruin with Deferred Life Annuities
- Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin
- Self-Annuitization and Ruin in Retirement
